Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
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Publication:2443255
DOI10.1016/j.jmva.2014.02.002zbMath1293.62180MaRDI QIDQ2443255
Jennifer So-Kuen Chan, Wai-Yin Wan
Publication date: 7 April 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.02.002
Markov chain Monte Carlo algorithm; geometric process; generalized Poisson distribution; scale mixtures of normals; multivariate \(\log\)-\(t\) distribution
62H12: Estimation in multivariate analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62P25: Applications of statistics to social sciences
62F15: Bayesian inference
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